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@ nihuna: I'd more than agree that the Hellboy books are awesome, but I must say I found the movies kind of awful and ridiculous adaptations! I felt that they tried to be sort of X-MEN and MEN IN BLACK when they should have just stuck to the material.

At any rate, yeah, though, the Hellboy graphic novels are great and the very first one, though scripted a little irritatingly, has a great great story with a tight and exciting climax... five stars!

While the film Hellboy makes for good entertainment, the comic Hellboy (or Graphic novel) is more of a dark urban fantasy.
Hellboy's story revolves around the titular charcter, who was found in World War 2 during an Allied intervention to stop a Nazi operation to gain the key to the apocalypse. He now presides as an agent of the Bureau of Paranormal Research and Defense, looking into all things supernatural, mythological and unexplained. If you think that that origin sounds unorthodox, then the supporting characters make it sound stock. also introduced are Abe Sapien; an aquatic humanoid found in the basement of the smithsonian, Liz Sherman; a pyrokinetic, and Roger; who is a homunculus.
Let me make this clear, Hellboy the comic is not Hellboy the movie, despite the fact the movies are excellent, apart from having similar characters, they are quite different. Hellboy the comic is quite dark, and has a much more different sense of humor. and sense of story. Hellboy the comic also examines themes such as predestination, societal alienation, and makes many, many literary and mythological references that some readers may not understand. Hellboy the movie had more of a focus on the character vs. the monsters, whereas the comic has a much more "deductive" feel. To properly explain, Hellboy the Comic is more like the X-files, whereas Hellboy the movie, is more like X-Men. Both are great, just a bit different.
Hellboy starts out as a grandiose pulp adventure, however, it's overall story arc is much more complex than demon vs. mythological beasts. as the story of Hellboy progresses, the main character will have to face his role in the foreshadowed apocalypse, his role as a government tool, societal biases against his origins and of course, mythological figures. Hellboy, when it's plain and simple, still functions as exhilarating comic punctuated with deadpan humor. My personal favorites from Vol 1 are Wake the Devil and The Chained Cofffin and Other Stories.
With it's bizarre and deep characterization, vivid action and fight sequences, pulp style and dark sense of humor, Hellboy is excellent, a must read for anyone who takes comics as a serious literature form.